+323.9%
GDX vs IR
+322.3%
+1.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | +13.6% | +3.7% | +10.0% | +13.0% |
| 30D | +2.5% | +7.4% | -4.9% | +1.3% |
| 3M | +4.4% | -5.9% | +10.3% | +5.2% |
| 6M | -5.2% | +5.6% | -10.8% | -6.2% |
| YTD | +2.1% | +4.8% | -2.7% | +1.3% |
| 1Y | +24.7% | +6.9% | +17.8% | +23.4% |
| 3Y | +211.3% | +27.6% | +183.7% | +199.2% |
| 5Y | +186.7% | +45.8% | +140.9% | +167.6% |
| All | +323.9% | +322.3% | +1.7% | +298.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling